Abstract
In this paper we have shown a decomposition of the bifractional Brownian motion with parameters H , K into the sum of a fractional Brownian motion with Hurst parameter H K plus a stochastic process with absolutely continuous trajectories. Some applications of this decomposition are discussed.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
